This is because your external application is running on HTTPS using SSL cert that is not signed by a known CA that XL Release trust. By default, XL Release uses the JRE truststore. So, you need to export the application's certificate, and add it to XLR's truststore.

You have 2 options here. One is to create an new truststore that is empty. This would mean that XL Release would only trust the cert (from step 1) that you are going to import, and nothing else (not even publicly trusted sites with CA signed certs). The other option would be to copy Java's default truststore and add an additional cert to the truststore.